319 lines
7.0 KiB
C++
319 lines
7.0 KiB
C++
/*
|
||
* Copyright © 2005 Ondra Kamenik
|
||
* Copyright © 2019 Dynare Team
|
||
*
|
||
* This file is part of Dynare.
|
||
*
|
||
* Dynare is free software: you can redistribute it and/or modify
|
||
* it under the terms of the GNU General Public License as published by
|
||
* the Free Software Foundation, either version 3 of the License, or
|
||
* (at your option) any later version.
|
||
*
|
||
* Dynare is distributed in the hope that it will be useful,
|
||
* but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||
* GNU General Public License for more details.
|
||
*
|
||
* You should have received a copy of the GNU General Public License
|
||
* along with Dynare. If not, see <https://www.gnu.org/licenses/>.
|
||
*/
|
||
|
||
#ifndef DYNARE3_H
|
||
#define DYNARE3_H
|
||
|
||
#include "../tl/cc/t_container.hh"
|
||
#include "../tl/cc/sparse_tensor.hh"
|
||
#include "../kord/decision_rule.hh"
|
||
#include "../kord/dynamic_model.hh"
|
||
|
||
#include "dynare_model.hh"
|
||
#include "nlsolve.hh"
|
||
|
||
#include <vector>
|
||
#include <memory>
|
||
|
||
#include <matio.h>
|
||
|
||
class Dynare;
|
||
|
||
class DynareNameList : public NameList
|
||
{
|
||
std::vector<std::string> names;
|
||
public:
|
||
DynareNameList(const Dynare &dynare);
|
||
int
|
||
getNum() const override
|
||
{
|
||
return static_cast<int>(names.size());
|
||
}
|
||
const std::string &
|
||
getName(int i) const override
|
||
{
|
||
return names[i];
|
||
}
|
||
/* This for each string of the input vector calculates its index in the
|
||
names. And returns the resulting vector of indices. If the name cannot be
|
||
found, then an exception is raised. */
|
||
std::vector<int> selectIndices(const std::vector<std::string> &ns) const;
|
||
};
|
||
|
||
class DynareExogNameList : public NameList
|
||
{
|
||
std::vector<std::string> names;
|
||
public:
|
||
DynareExogNameList(const Dynare &dynare);
|
||
int
|
||
getNum() const override
|
||
{
|
||
return static_cast<int>(names.size());
|
||
}
|
||
const std::string &
|
||
getName(int i) const override
|
||
{
|
||
return names[i];
|
||
}
|
||
};
|
||
|
||
class DynareStateNameList : public NameList
|
||
{
|
||
std::vector<std::string> names;
|
||
public:
|
||
DynareStateNameList(const Dynare &dynare, const DynareNameList &dnl,
|
||
const DynareExogNameList &denl);
|
||
int
|
||
getNum() const override
|
||
{
|
||
return static_cast<int>(names.size());
|
||
}
|
||
const std::string &
|
||
getName(int i) const override
|
||
{
|
||
return names[i];
|
||
}
|
||
};
|
||
|
||
// The following only implements DynamicModel with help of ogdyn::DynareModel
|
||
|
||
class DynareJacobian;
|
||
class Dynare : public DynamicModel
|
||
{
|
||
friend class DynareNameList;
|
||
friend class DynareExogNameList;
|
||
friend class DynareStateNameList;
|
||
friend class DynareJacobian;
|
||
Journal &journal;
|
||
std::unique_ptr<ogdyn::DynareModel> model;
|
||
std::unique_ptr<Vector> ysteady;
|
||
TensorContainer<FSSparseTensor> md;
|
||
std::unique_ptr<DynareNameList> dnl;
|
||
std::unique_ptr<DynareExogNameList> denl;
|
||
std::unique_ptr<DynareStateNameList> dsnl;
|
||
std::unique_ptr<ogp::FormulaEvaluator> fe;
|
||
std::unique_ptr<ogp::FormulaDerEvaluator> fde;
|
||
const double ss_tol;
|
||
public:
|
||
/* Parses the given model file and uses the given order to
|
||
override order from the model file (if it is ≠ −1). */
|
||
Dynare(const std::string &modname, int ord, double sstol, Journal &jr);
|
||
/** Parses the given equations with explicitly given names. */
|
||
Dynare(const std::vector<std::string> &endo,
|
||
const std::vector<std::string> &exo,
|
||
const std::vector<std::string> &par,
|
||
const std::string &equations, int ord,
|
||
double sstol, Journal &jr);
|
||
/* Makes a deep copy of the object. */
|
||
Dynare(const Dynare &dyn);
|
||
Dynare(Dynare &&) = default;
|
||
std::unique_ptr<DynamicModel>
|
||
clone() const override
|
||
{
|
||
return std::make_unique<Dynare>(*this);
|
||
}
|
||
|
||
~Dynare() override = default;
|
||
int
|
||
nstat() const override
|
||
{
|
||
return model->getAtoms().nstat();
|
||
}
|
||
int
|
||
nboth() const override
|
||
{
|
||
return model->getAtoms().nboth();
|
||
}
|
||
int
|
||
npred() const override
|
||
{
|
||
return model->getAtoms().npred();
|
||
}
|
||
int
|
||
nforw() const override
|
||
{
|
||
return model->getAtoms().nforw();
|
||
}
|
||
int
|
||
nexog() const override
|
||
{
|
||
return model->getAtoms().nexo();
|
||
}
|
||
int
|
||
nys() const
|
||
{
|
||
return model->getAtoms().nys();
|
||
}
|
||
int
|
||
nyss() const
|
||
{
|
||
return model->getAtoms().nyss();
|
||
}
|
||
int
|
||
ny() const
|
||
{
|
||
return model->getAtoms().ny();
|
||
}
|
||
int
|
||
order() const override
|
||
{
|
||
return model->getOrder();
|
||
}
|
||
|
||
const NameList &
|
||
getAllEndoNames() const override
|
||
{
|
||
return *dnl;
|
||
}
|
||
const NameList &
|
||
getStateNames() const override
|
||
{
|
||
return *dsnl;
|
||
}
|
||
const NameList &
|
||
getExogNames() const override
|
||
{
|
||
return *denl;
|
||
}
|
||
|
||
TwoDMatrix &
|
||
getVcov()
|
||
{
|
||
return model->getVcov();
|
||
}
|
||
const TwoDMatrix &
|
||
getVcov() const override
|
||
{
|
||
return model->getVcov();
|
||
}
|
||
Vector &
|
||
getParams()
|
||
{
|
||
return model->getParams();
|
||
}
|
||
const Vector &
|
||
getParams() const
|
||
{
|
||
return model->getParams();
|
||
}
|
||
void
|
||
setInitOuter(const Vector &x)
|
||
{
|
||
model->setInitOuter(x);
|
||
}
|
||
|
||
const TensorContainer<FSSparseTensor> &
|
||
getModelDerivatives() const override
|
||
{
|
||
return md;
|
||
}
|
||
const Vector &
|
||
getSteady() const override
|
||
{
|
||
return *ysteady;
|
||
}
|
||
Vector &
|
||
getSteady() override
|
||
{
|
||
return *ysteady;
|
||
}
|
||
const ogdyn::DynareModel &
|
||
getModel() const
|
||
{
|
||
return *model;
|
||
}
|
||
|
||
// here is true public interface
|
||
void solveDeterministicSteady(Vector &steady);
|
||
void
|
||
solveDeterministicSteady() override
|
||
{
|
||
solveDeterministicSteady(*ysteady);
|
||
}
|
||
void evaluateSystem(Vector &out, const ConstVector &yy, const Vector &xx) override;
|
||
void evaluateSystem(Vector &out, const ConstVector &yym, const ConstVector &yy,
|
||
const ConstVector &yyp, const Vector &xx) override;
|
||
void calcDerivatives(const Vector &yy, const Vector &xx);
|
||
void calcDerivativesAtSteady() override;
|
||
|
||
void writeMat(mat_t *fd, const std::string &prefix) const;
|
||
void writeDump(const std::string &basename) const;
|
||
private:
|
||
void writeModelInfo(Journal &jr) const;
|
||
};
|
||
|
||
class DynareEvalLoader : public ogp::FormulaEvalLoader, public Vector
|
||
{
|
||
public:
|
||
DynareEvalLoader(const ogp::FineAtoms &a, Vector &out);
|
||
void
|
||
load(int i, double res) override
|
||
{
|
||
operator[](i) = res;
|
||
}
|
||
};
|
||
|
||
class DynareDerEvalLoader : public ogp::FormulaDerEvalLoader
|
||
{
|
||
protected:
|
||
const ogp::FineAtoms &atoms;
|
||
TensorContainer<FSSparseTensor> &md;
|
||
public:
|
||
DynareDerEvalLoader(const ogp::FineAtoms &a, TensorContainer<FSSparseTensor> &mod_ders,
|
||
int order);
|
||
void load(int i, int iord, const int *vars, double res) override;
|
||
};
|
||
|
||
class DynareJacobian : public ogu::Jacobian, public ogp::FormulaDerEvalLoader
|
||
{
|
||
protected:
|
||
Dynare &d;
|
||
public:
|
||
DynareJacobian(Dynare &dyn);
|
||
~DynareJacobian() override = default;
|
||
void load(int i, int iord, const int *vars, double res) override;
|
||
void eval(const Vector &in) override;
|
||
};
|
||
|
||
class DynareVectorFunction : public ogu::VectorFunction
|
||
{
|
||
protected:
|
||
Dynare &d;
|
||
public:
|
||
DynareVectorFunction(Dynare &dyn)
|
||
: d(dyn)
|
||
{
|
||
}
|
||
~DynareVectorFunction() override = default;
|
||
int
|
||
inDim() const override
|
||
{
|
||
return d.ny();
|
||
}
|
||
int
|
||
outDim() const override
|
||
{
|
||
return d.ny();
|
||
}
|
||
void eval(const ConstVector &in, Vector &out) override;
|
||
};
|
||
|
||
#endif
|